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Trade: THETA/USDT/360/WMA/SSF/4678

Strategy
THETA/USDT/360/WMA/SSF/4678
Pair
THETA_USDT
Interval
6h
Score
424605
Daily Profit
0.723887
Profit Factor
6.755155
Profitability
32.500000
Streak
0.000000
Best Strategy
Training Data Length
2375.750000
Evaluation Time
2025-10-10 22:40
Expiration Time
2025-12-21 02:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1797962.7585 1719775.1709 78187.5877 4287857.0582 3073635.239 1214221.8192
Total P&L (%) 1797.9628 1719.7752 78.1876 4287.8571 3073.6352 1214.2218
Avg Daily Profit (%) 0.7568 0.7239 0.0329 0.1593 0.1456 0.1085
Buy And Hold Return (%) 462.3902 462.3902 462.3902 462.3902 462.3902 462.3902
Max Trade Drawdown -99871 -121863 -50031 -6297202 -5061038 -3609907
Profit Factor 4.3701 6.7552 1.3332 1.2108 1.2618 1.1412
Total Trades 80 40 40 80 40 40
Winning Trades 30 13 17 30 13 17
Losing Trades 50 27 23 50 27 23
Profitability (%) 37.5 32.5 42.5 37.5 32.5 42.5
Ratio Avg Win / Avg Loss 7.2835 14.0299 1.8037 2.018 2.6206 1.544
Largest Winning Trade 1420431 1420431 65853 5393566 5393566 4242608
Largest Losing Trade -34325 -34325 -26981 -2155360 -1470459 -2155360
Avg Bars in Trades 114 104 123 114 104 123
Avg Bars in Winners 203 217 194 203 217 194
Avg Bars in Losers 60 51 71 60 51 71
Bars Traded 9149 4199 4950 9149 4199 4950
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -10830 424605 -316193 -20298 -4258 -118139
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9503,
    "evaluation_days": 2375.75,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558677600000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760125254077,
    "expiration_time": 1766277144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 57,
            "offset": 0,
            "poles": 2
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            1797962.7585097738,
            1719775.170854855,
            78187.5876549183,
            4287857.058155003,
            3073635.238978247,
            1214221.8191767558
        ],
        [
            1797.962759,
            1719.775171,
            78.187588,
            4287.857058,
            3073.635239,
            1214.221819
        ],
        [
            0.756798,
            0.723887,
            0.032911,
            0.159294,
            0.145637,
            0.108481
        ],
        [
            462.390158,
            462.390158,
            462.390158,
            462.390158,
            462.390158,
            462.390158
        ],
        [
            -99871,
            -121863,
            -50031,
            -6297202,
            -5061038,
            -3609907
        ],
        [
            4.370123,
            6.755155,
            1.333171,
            1.210817,
            1.261764,
            1.141234
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            37.5,
            32.5,
            42.5,
            37.5,
            32.5,
            42.5
        ],
        [
            7.283538,
            14.029937,
            1.803702,
            2.018029,
            2.620587,
            1.544023
        ],
        [
            1420431,
            1420431,
            65853,
            5393566,
            5393566,
            4242608
        ],
        [
            -34325,
            -34325,
            -26981,
            -2155360,
            -1470459,
            -2155360
        ],
        [
            114,
            104,
            123,
            114,
            104,
            123
        ],
        [
            203,
            217,
            194,
            203,
            217,
            194
        ],
        [
            60,
            51,
            71,
            60,
            51,
            71
        ],
        [
            9149,
            4199,
            4950,
            9149,
            4199,
            4950
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -10830,
            424605,
            -316193,
            -20298,
            -4258,
            -118139
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9503,
    "evaluation_days": 2375.75,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558677600000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760125254077,
    "expiration_time": 1766277144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 57,
            "offset": 0,
            "poles": 2
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)